CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7695 |
0.7725 |
0.0030 |
0.4% |
0.7550 |
| High |
0.7754 |
0.7747 |
-0.0007 |
-0.1% |
0.7734 |
| Low |
0.7693 |
0.7711 |
0.0018 |
0.2% |
0.7548 |
| Close |
0.7718 |
0.7725 |
0.0007 |
0.1% |
0.7724 |
| Range |
0.0061 |
0.0036 |
-0.0025 |
-41.0% |
0.0186 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
105,165 |
72,120 |
-33,045 |
-31.4% |
425,062 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7836 |
0.7816 |
0.7744 |
|
| R3 |
0.7800 |
0.7780 |
0.7734 |
|
| R2 |
0.7764 |
0.7764 |
0.7731 |
|
| R1 |
0.7744 |
0.7744 |
0.7728 |
0.7736 |
| PP |
0.7728 |
0.7728 |
0.7728 |
0.7723 |
| S1 |
0.7708 |
0.7708 |
0.7721 |
0.7700 |
| S2 |
0.7692 |
0.7692 |
0.7718 |
|
| S3 |
0.7656 |
0.7672 |
0.7715 |
|
| S4 |
0.7620 |
0.7636 |
0.7705 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8227 |
0.8161 |
0.7826 |
|
| R3 |
0.8041 |
0.7975 |
0.7775 |
|
| R2 |
0.7855 |
0.7855 |
0.7758 |
|
| R1 |
0.7789 |
0.7789 |
0.7741 |
0.7822 |
| PP |
0.7669 |
0.7669 |
0.7669 |
0.7685 |
| S1 |
0.7603 |
0.7603 |
0.7707 |
0.7636 |
| S2 |
0.7483 |
0.7483 |
0.7690 |
|
| S3 |
0.7297 |
0.7417 |
0.7673 |
|
| S4 |
0.7111 |
0.7231 |
0.7622 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7754 |
0.7678 |
0.0077 |
1.0% |
0.0039 |
0.5% |
61% |
False |
False |
81,392 |
| 10 |
0.7754 |
0.7509 |
0.0245 |
3.2% |
0.0053 |
0.7% |
88% |
False |
False |
78,070 |
| 20 |
0.7754 |
0.7407 |
0.0347 |
4.5% |
0.0052 |
0.7% |
92% |
False |
False |
65,428 |
| 40 |
0.7754 |
0.7279 |
0.0475 |
6.1% |
0.0048 |
0.6% |
94% |
False |
False |
33,728 |
| 60 |
0.7754 |
0.7267 |
0.0487 |
6.3% |
0.0047 |
0.6% |
94% |
False |
False |
22,601 |
| 80 |
0.7754 |
0.7267 |
0.0487 |
6.3% |
0.0046 |
0.6% |
94% |
False |
False |
16,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7900 |
|
2.618 |
0.7841 |
|
1.618 |
0.7805 |
|
1.000 |
0.7783 |
|
0.618 |
0.7769 |
|
HIGH |
0.7747 |
|
0.618 |
0.7733 |
|
0.500 |
0.7729 |
|
0.382 |
0.7725 |
|
LOW |
0.7711 |
|
0.618 |
0.7689 |
|
1.000 |
0.7675 |
|
1.618 |
0.7653 |
|
2.618 |
0.7617 |
|
4.250 |
0.7558 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7729 |
0.7724 |
| PP |
0.7728 |
0.7724 |
| S1 |
0.7726 |
0.7724 |
|